-60.3%
KORU vs EPAM
+606.0%
-666.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.7% | -10.9% | -8.2% |
| 7D | -34.5% | +18.8% | -53.3% | -43.6% |
| 30D | -59.6% | +44.9% | -104.6% | -68.7% |
| 3M | -56.1% | +68.6% | -124.6% | -68.8% |
| 6M | -84.7% | +65.4% | -150.1% | -90.0% |
| YTD | -20.6% | -19.9% | -0.7% | -27.2% |
| 1Y | -13.9% | -10.0% | -3.9% | -26.1% |
| 3Y | +114.9% | -30.3% | +145.1% | +98.4% |
| 5Y | -36.0% | -75.7% | +39.7% | -5.9% |
| 10Y | -27.8% | +167.2% | -195.0% | -73.0% |
| All | -60.3% | +606.0% | -666.3% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling